Trading Metrics calculated at close of trading on 04-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2018 |
04-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
7,440.0 |
7,482.0 |
42.0 |
0.6% |
7,599.5 |
High |
7,512.0 |
7,529.0 |
17.0 |
0.2% |
7,640.5 |
Low |
7,423.0 |
7,431.0 |
8.0 |
0.1% |
7,413.0 |
Close |
7,498.0 |
7,453.5 |
-44.5 |
-0.6% |
7,424.0 |
Range |
89.0 |
98.0 |
9.0 |
10.1% |
227.5 |
ATR |
83.3 |
84.3 |
1.1 |
1.3% |
0.0 |
Volume |
72,379 |
94,819 |
22,440 |
31.0% |
386,104 |
|
Daily Pivots for day following 04-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,765.0 |
7,707.5 |
7,507.5 |
|
R3 |
7,667.0 |
7,609.5 |
7,480.5 |
|
R2 |
7,569.0 |
7,569.0 |
7,471.5 |
|
R1 |
7,511.5 |
7,511.5 |
7,462.5 |
7,491.0 |
PP |
7,471.0 |
7,471.0 |
7,471.0 |
7,461.0 |
S1 |
7,413.5 |
7,413.5 |
7,444.5 |
7,393.0 |
S2 |
7,373.0 |
7,373.0 |
7,435.5 |
|
S3 |
7,275.0 |
7,315.5 |
7,426.5 |
|
S4 |
7,177.0 |
7,217.5 |
7,399.5 |
|
|
Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,175.0 |
8,027.0 |
7,549.0 |
|
R3 |
7,947.5 |
7,799.5 |
7,486.5 |
|
R2 |
7,720.0 |
7,720.0 |
7,465.5 |
|
R1 |
7,572.0 |
7,572.0 |
7,445.0 |
7,532.0 |
PP |
7,492.5 |
7,492.5 |
7,492.5 |
7,472.5 |
S1 |
7,344.5 |
7,344.5 |
7,403.0 |
7,305.0 |
S2 |
7,265.0 |
7,265.0 |
7,382.5 |
|
S3 |
7,037.5 |
7,117.0 |
7,361.5 |
|
S4 |
6,810.0 |
6,889.5 |
7,299.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,640.5 |
7,413.0 |
227.5 |
3.1% |
94.0 |
1.3% |
18% |
False |
False |
93,316 |
10 |
7,640.5 |
7,413.0 |
227.5 |
3.1% |
77.0 |
1.0% |
18% |
False |
False |
82,164 |
20 |
7,757.5 |
7,413.0 |
344.5 |
4.6% |
82.0 |
1.1% |
12% |
False |
False |
85,116 |
40 |
7,757.5 |
7,413.0 |
344.5 |
4.6% |
80.5 |
1.1% |
12% |
False |
False |
85,139 |
60 |
7,757.5 |
7,413.0 |
344.5 |
4.6% |
87.5 |
1.2% |
12% |
False |
False |
97,726 |
80 |
7,810.0 |
7,413.0 |
397.0 |
5.3% |
80.5 |
1.1% |
10% |
False |
False |
80,483 |
100 |
7,810.0 |
7,065.5 |
744.5 |
10.0% |
72.0 |
1.0% |
52% |
False |
False |
64,511 |
120 |
7,810.0 |
6,720.5 |
1,089.5 |
14.6% |
66.0 |
0.9% |
67% |
False |
False |
53,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,945.5 |
2.618 |
7,785.5 |
1.618 |
7,687.5 |
1.000 |
7,627.0 |
0.618 |
7,589.5 |
HIGH |
7,529.0 |
0.618 |
7,491.5 |
0.500 |
7,480.0 |
0.382 |
7,468.5 |
LOW |
7,431.0 |
0.618 |
7,370.5 |
1.000 |
7,333.0 |
1.618 |
7,272.5 |
2.618 |
7,174.5 |
4.250 |
7,014.5 |
|
|
Fisher Pivots for day following 04-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
7,480.0 |
7,471.0 |
PP |
7,471.0 |
7,465.0 |
S1 |
7,462.5 |
7,459.5 |
|